/LC.GIF&client=easterncarolinaedu)
Forecasting expected returns in the financial markets / edited by Stephen Satchell.
| Other author | Satchell, Stephen, 1949- |
| Format | Electronic |
| Publication Info | Amsterdam ; Boston : Academic Press, |
| Description | x, 286 p. : ill. ; 24 cm. |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Supplemental Content | Full text available from eBook - Finance 2007 |
| Subjects |
| Series | Quantitative finance series |
| Partial contents | Market efficiency and forecasting -- A step-by-step guide to the Black-Litterman model -- A demystification of the Black-Litterman model : managing quantitative and traditional portfolio construction -- Optimal portfolios from ordering information -- Some choices in forecast construction -- Bayesian analysis of the Black-Scholes option price -- Bayesian forecasting of options prices: a natural framework for pooling historical and implied volatility information -- Robust optimization for utilizing forecasted returns in institutional investment -- Cross-sectional stock returns in the UK market : the role of liquidity risk -- The information horizon- optimal holding period, strategy aggression and model combination in a multi-horizon framework -- Optimal forecasting horizon for skilled investors -- Investments as bets in the binomial asset pricing model -- The hidden binomial economy and the role of forecasts in determining prices. |
| Bibliography note | Includes bibliographical references and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2007300193 |
| ISBN | 9780750683210 (hbk.) |
| ISBN | 075068321X (hbk.) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | ✔ Available |